CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1336 |
1.1321 |
-0.0015 |
-0.1% |
1.1242 |
| High |
1.1344 |
1.1328 |
-0.0016 |
-0.1% |
1.1347 |
| Low |
1.1265 |
1.1255 |
-0.0010 |
-0.1% |
1.1175 |
| Close |
1.1315 |
1.1283 |
-0.0032 |
-0.3% |
1.1340 |
| Range |
0.0079 |
0.0074 |
-0.0006 |
-7.0% |
0.0172 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
49,170 |
24,144 |
-25,026 |
-50.9% |
20,031 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1469 |
1.1323 |
|
| R3 |
1.1435 |
1.1396 |
1.1303 |
|
| R2 |
1.1362 |
1.1362 |
1.1296 |
|
| R1 |
1.1322 |
1.1322 |
1.1289 |
1.1305 |
| PP |
1.1288 |
1.1288 |
1.1288 |
1.1280 |
| S1 |
1.1249 |
1.1249 |
1.1276 |
1.1232 |
| S2 |
1.1215 |
1.1215 |
1.1269 |
|
| S3 |
1.1141 |
1.1175 |
1.1262 |
|
| S4 |
1.1068 |
1.1102 |
1.1242 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1802 |
1.1742 |
1.1434 |
|
| R3 |
1.1630 |
1.1571 |
1.1387 |
|
| R2 |
1.1459 |
1.1459 |
1.1371 |
|
| R1 |
1.1399 |
1.1399 |
1.1355 |
1.1429 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1302 |
| S1 |
1.1228 |
1.1228 |
1.1324 |
1.1257 |
| S2 |
1.1116 |
1.1116 |
1.1308 |
|
| S3 |
1.0944 |
1.1056 |
1.1292 |
|
| S4 |
1.0773 |
1.0885 |
1.1245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1347 |
1.1255 |
0.0092 |
0.8% |
0.0065 |
0.6% |
30% |
False |
True |
21,358 |
| 10 |
1.1347 |
1.1175 |
0.0172 |
1.5% |
0.0069 |
0.6% |
63% |
False |
False |
12,711 |
| 20 |
1.1347 |
1.0910 |
0.0437 |
3.9% |
0.0077 |
0.7% |
85% |
False |
False |
7,322 |
| 40 |
1.1347 |
1.0672 |
0.0675 |
6.0% |
0.0074 |
0.7% |
91% |
False |
False |
4,030 |
| 60 |
1.1347 |
1.0656 |
0.0691 |
6.1% |
0.0071 |
0.6% |
91% |
False |
False |
2,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1520 |
|
1.618 |
1.1447 |
|
1.000 |
1.1402 |
|
0.618 |
1.1373 |
|
HIGH |
1.1328 |
|
0.618 |
1.1300 |
|
0.500 |
1.1291 |
|
0.382 |
1.1283 |
|
LOW |
1.1255 |
|
0.618 |
1.1209 |
|
1.000 |
1.1181 |
|
1.618 |
1.1136 |
|
2.618 |
1.1062 |
|
4.250 |
1.0942 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1291 |
1.1300 |
| PP |
1.1288 |
1.1294 |
| S1 |
1.1285 |
1.1288 |
|